Tukey's depth (or halfspace depth) is a widely used measure of centrality for multivariate data. However, exact computation of Tukey's depth is known to be a hard problem in high dimensions. As a remedy, randomized approximations of Tukey's depth have been proposed. In this paper we explore when such randomized algorithms return a good approximation of Tukey's depth. We study the case when the data are sampled from a log-concave isotropic distribution. We prove that, if one requires that the algorithm runs in polynomial time in the dimension, the randomized algorithm correctly approximates the maximal depth $1/2$ and depths close to zero. On the other hand, for any point of intermediate depth, any good approximation requires exponential complexity.
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This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed approach utilizes carefully chosen subspaces that allow the update to be written as a product of the Cholesky factor of the iterate and a sparse matrix. The resulting updates avoid the costly matrix operations like matrix exponentiation and dense matrix multiplication, which are generally required in almost all other Riemannian optimization algorithms on SPD manifold. We further identify a broad class of functions, arising in diverse applications, such as kernel matrix learning, covariance estimation of Gaussian distributions, maximum likelihood parameter estimation of elliptically contoured distributions, and parameter estimation in Gaussian mixture model problems, over which the Riemannian gradients can be calculated efficiently. The proposed uni-directional and multi-directional Riemannian subspace descent variants incur per-iteration complexities of $\O(n)$ and $\O(n^2)$ respectively, as compared to the $\O(n^3)$ or higher complexity incurred by all existing Riemannian gradient descent variants. The superior runtime and low per-iteration complexity of the proposed algorithms is also demonstrated via numerical tests on large-scale covariance estimation and matrix square root problems.
We numerically demonstrate a silicon add-drop microring-based reservoir computing scheme that combines parallel delayed inputs and wavelength division multiplexing. The scheme solves memory-demanding tasks like time-series prediction with good performance without requiring external optical feedback.
Neufeld and Wu (arXiv:2310.12545) developed a multilevel Picard (MLP) algorithm which can approximately solve general semilinear parabolic PDEs with gradient-dependent nonlinearities, allowing also for coefficient functions of the corresponding PDE to be non-constant. By introducing a particular stochastic fixed-point equation (SFPE) motivated by the Feynman-Kac representation and the Bismut-Elworthy-Li formula and identifying the first and second component of the unique fixed-point of the SFPE with the unique viscosity solution of the PDE and its gradient, they proved convergence of their algorithm. However, it remained an open question whether the proposed MLP schema in arXiv:2310.12545 does not suffer from the curse of dimensionality. In this paper, we prove that the MLP algorithm in arXiv:2310.12545 indeed can overcome the curse of dimensionality, i.e. that its computational complexity only grows polynomially in the dimension $d\in \mathbb{N}$ and the reciprocal of the accuracy $\varepsilon$, under some suitable assumptions on the nonlinear part of the corresponding PDE.
A semi-implicit in time, entropy stable finite volume scheme for the compressible barotropic Euler system is designed and analyzed and its weak convergence to a dissipative measure-valued (DMV) solution [E. Feireisl et al., Dissipative measure-valued solutions to the compressible Navier-Stokes system, Calc. Var. Partial Differential Equations, 2016] of the Euler system is shown. The entropy stability is achieved by introducing a shifted velocity in the convective fluxes of the mass and momentum balances, provided some CFL-like condition is satisfied to ensure stability. A consistency analysis is performed in the spirit of the Lax's equivalence theorem under some physically reasonable boundedness assumptions. The concept of K-convergence [E. Feireisl et al., K-convergence as a new tool in numerical analysis, IMA J. Numer. Anal., 2020] is used in order to obtain some strong convergence results, which are then illustrated via rigorous numerical case studies. The convergence of the scheme to a DMV solution, a weak solution and a strong solution of the Euler system using the weak-strong uniqueness principle and relative entropy are presented.
The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of the MLT in terms of rigidity-theoretic properties of $G$ and use this characterization to give new combinatorial lower bounds on the MLT of any graph. We use the new lower bounds to give high-probability guarantees on the maximum likelihood thresholds of sparse Erd{\"o}s-R\'enyi random graphs in terms of their average density. These examples show that the new lower bounds are within a polylog factor of tight, where, on the same graph families, all known lower bounds are trivial. Based on computational experiments made possible by our methods, we conjecture that the MLT of an Erd{\"o}s-R\'enyi random graph is equal to its generic completion rank with high probability. Using structural results on rigid graphs in low dimension, we can prove the conjecture for graphs with MLT at most $4$ and describe the threshold probability for the MLT to switch from $3$ to $4$. We also give a geometric characterization of the MLT of a graph in terms of a new "lifting" problem for frameworks that is interesting in its own right. The lifting perspective yields a new connection between the weak MLT (where the maximum likelihood estimate exists only with positive probability) and the classical Hadwiger-Nelson problem.
Many real-world networks exhibit the phenomenon of edge clustering, which is typically measured by the average clustering coefficient. Recently, an alternative measure, the average closure coefficient, is proposed to quantify local clustering. It is shown that the average closure coefficient possesses a number of useful properties and can capture complementary information missed by the classical average clustering coefficient. In this paper, we study the asymptotic distribution of the average closure coefficient of a heterogeneous Erd\"{o}s-R\'{e}nyi random graph. We prove that the standardized average closure coefficient converges in distribution to the standard normal distribution. In the Erd\"{o}s-R\'{e}nyi random graph, the variance of the average closure coefficient exhibits the same phase transition phenomenon as the average clustering coefficient.
JPEG is still the most widely used image compression algorithm. Most image compression algorithms only consider uncompressed original image, while ignoring a large number of already existing JPEG images. Recently, JPEG recompression approaches have been proposed to further reduce the size of JPEG files. However, those methods only consider JPEG lossless recompression, which is just a special case of the rate-distortion theorem. In this paper, we propose a unified lossly and lossless JPEG recompression framework, which consists of learned quantization table and Markovian hierarchical variational autoencoders. Experiments show that our method can achieve arbitrarily low distortion when the bitrate is close to the upper bound, namely the bitrate of the lossless compression model. To the best of our knowledge, this is the first learned method that bridges the gap between lossy and lossless recompression of JPEG images.
Implementation of many statistical methods for large, multivariate data sets requires one to solve a linear system that, depending on the method, is of the dimension of the number of observations or each individual data vector. This is often the limiting factor in scaling the method with data size and complexity. In this paper we illustrate the use of Krylov subspace methods to address this issue in a statistical solution to a source separation problem in cosmology where the data size is prohibitively large for direct solution of the required system. Two distinct approaches, adapted from techniques in the literature, are described: one that uses the method of conjugate gradients directly to the Kronecker-structured problem and another that reformulates the system as a Sylvester matrix equation. We show that both approaches produce an accurate solution within an acceptable computation time and with practical memory requirements for the data size that is currently available.
Recently, graph neural networks have been gaining a lot of attention to simulate dynamical systems due to their inductive nature leading to zero-shot generalizability. Similarly, physics-informed inductive biases in deep-learning frameworks have been shown to give superior performance in learning the dynamics of physical systems. There is a growing volume of literature that attempts to combine these two approaches. Here, we evaluate the performance of thirteen different graph neural networks, namely, Hamiltonian and Lagrangian graph neural networks, graph neural ODE, and their variants with explicit constraints and different architectures. We briefly explain the theoretical formulation highlighting the similarities and differences in the inductive biases and graph architecture of these systems. We evaluate these models on spring, pendulum, gravitational, and 3D deformable solid systems to compare the performance in terms of rollout error, conserved quantities such as energy and momentum, and generalizability to unseen system sizes. Our study demonstrates that GNNs with additional inductive biases, such as explicit constraints and decoupling of kinetic and potential energies, exhibit significantly enhanced performance. Further, all the physics-informed GNNs exhibit zero-shot generalizability to system sizes an order of magnitude larger than the training system, thus providing a promising route to simulate large-scale realistic systems.
Within the rapidly developing Internet of Things (IoT), numerous and diverse physical devices, Edge devices, Cloud infrastructure, and their quality of service requirements (QoS), need to be represented within a unified specification in order to enable rapid IoT application development, monitoring, and dynamic reconfiguration. But heterogeneities among different configuration knowledge representation models pose limitations for acquisition, discovery and curation of configuration knowledge for coordinated IoT applications. This paper proposes a unified data model to represent IoT resource configuration knowledge artifacts. It also proposes IoT-CANE (Context-Aware recommendatioN systEm) to facilitate incremental knowledge acquisition and declarative context driven knowledge recommendation.
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